+155.9%
FTXN vs SPY
+311.9%
-156.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.6% |
| 7D | +1.6% | -0.8% | +2.4% | +2.3% |
| 30D | +7.0% | -1.1% | +8.1% | +8.0% |
| 3M | +15.6% | +3.9% | +11.8% | +10.9% |
| 6M | +16.3% | +13.6% | +2.7% | +1.5% |
| YTD | +48.7% | +12.7% | +36.1% | +30.5% |
| 1Y | +47.8% | +17.5% | +30.3% | +24.2% |
| 3Y | +46.4% | +76.9% | -30.5% | -19.3% |
| 5Y | +181.8% | +83.6% | +98.2% | +48.0% |
| All | +155.9% | +311.9% | -156.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling